-65.6%
XE vs SPY
+8.4%
-74.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.7% | -10.1% | -13.7% |
| 7D | -12.9% | -0.7% | -12.2% | -10.8% |
| 30D | -30.3% | -1.0% | -29.2% | -27.2% |
| 3M | -45.9% | -0.3% | -45.5% | -44.4% |
| 6M | -66.2% | +7.3% | -73.6% | -73.4% |
| All | -65.6% | +8.4% | -74.0% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling